The June Crude Oil Futures price is $71.31/bbl. A call on June CL struck at $72 is
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b) If the options are American, is there still an arbitrage opportunity? If so, indicate the transactions you should undertake (what to buy, what to sell).
Related Book For
Financial Reporting And Analysis
ISBN: 9781260247848
8th Edition
Authors: Lawrence Revsine, Daniel Collins, Bruce Johnson, Fred Mittelstaedt, Leonard Soffer
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